Field MarketDepth Scenario base
SYNOPSIS:
Depth of market for Book Snapshot / Incremental updates
0 - full book depth
1 - top of book
2 and above - book depth (number of levels)
| ID |
Abbr |
Datatype |
| 264 | MktDepth | int |
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.4.2 | | | | | |